A correctly sized unit with multi-stage, variable fan speed and a continuous air flow will keep a home very comfortable. You don't need "hot" air coming out of the vents to replace a lot of cold air that creeps in between furnace cycles because you have a more consistent temperature throughout the home and you use less fuel. With the fan always running, even at low speeds, you also get better filtration of the air. (the same holds true in the summer when AC is online)
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The most expensive tool is the one you buy "cheaply" and often...